Bioshock - Dancing Houdini Splicers (of the Saturnine)

I remember a while back someone on the Bioshock forums was talking about Houdini Splicers dancing somewhere in Arcadia. I finally found them. After you go to the Farmer's Market, head back to the place where you first entered Arcadia from the Smuggler's Hideout. You will see what this video is showing.